Senior Fixed Income Quantitative Developer recruitment
A new and exciting role working as a FI Quantitative Developer located has emerged in New York within a leading financial institution looking to expand their team. The successful candidate will be given a great deal of responsibility from day one and will be instrumental in trade approval. This is a Senior level role with further opportunities to head their own team in the future.
Responsibilities:
- Developing and maintaining the analytics library.
- Developing and implementing quantitative models to validate different trading strategies.
- Implementing quantitative articles in C++ and SQL, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.
- Writing up new products from term sheets, risk reports and integrating them into the global booking system.
Skills, experience and qualifications:
- Previous experience on quant desk support.
- Ideally have 3+ years experience
- Must have a PhD in highly quantitative field with a preference on Computational Mathematics or equivalent
- Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations
- Expert knowledge in visual C++/C, Java, SQL Matlab
- Not essential but knowledge in Reuters and Bloomberg is desired.
- Strong communication skills
The team has outstanding bonus opportunities, based on high performances.
To apply please contact risk@selbyjennings.com with CV in word format.
July 12, 2011
• Tags: Debt, Fixed Income careers in the USA, Senior Fixed Income Quantitative Developer recruitment • Posted in: Financial